|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed April 28, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May10 |
100428 |
982.00 |
992.00 |
977.50 |
982.75 |
unch |
42,125 |
39,939 |
-7,660 |
Jul10 |
100428 |
992.50 |
1002.00 |
988.00 |
993.50 |
+0.50 |
83,509 |
234,250 |
+3,385 |
Aug10 |
100428 |
985.25 |
999.75 |
985.00 |
991.25 |
+1.50 |
1,257 |
15,541 |
-105 |
Sep10 |
100428 |
970.00 |
984.25 |
968.75 |
976.00 |
+3.25 |
1,740 |
10,754 |
+135 |
Nov10 |
100428 |
961.00 |
974.00 |
957.00 |
965.50 |
+3.75 |
14,621 |
155,138 |
+1,811 |
Jan11 |
100428 |
968.50 |
982.00 |
967.50 |
974.00 |
+3.75 |
330 |
10,998 |
+97 |
Mar11 |
100428 |
977.00 |
983.50 |
975.00 |
979.50 |
+4.50 |
249 |
5,167 |
-41 |
Total Volume and Open Interest |
145,019 |
489,991 |
-1,937 |
Soybean Meal(CBOT) |
May10 |
100428 |
287.10 |
291.00 |
285.90 |
288.60 |
+1.60 |
15,794 |
21,844 |
-2,757 |
Jul10 |
100428 |
286.50 |
290.50 |
285.00 |
289.40 |
+2.60 |
30,543 |
101,550 |
+3,303 |
Aug10 |
100428 |
283.10 |
287.80 |
282.30 |
287.00 |
+3.10 |
1,418 |
14,336 |
-44 |
Sep10 |
100428 |
276.90 |
283.10 |
276.90 |
282.00 |
+3.90 |
866 |
11,042 |
-83 |
Oct10 |
100428 |
270.00 |
274.70 |
269.80 |
274.00 |
+4.30 |
764 |
8,221 |
+129 |
Dec10 |
100428 |
268.70 |
274.00 |
261.50 |
273.10 |
+4.10 |
3,631 |
33,001 |
-2,053 |
Jan11 |
100428 |
270.70 |
274.10 |
270.50 |
273.30 |
+4.30 |
178 |
4,093 |
+52 |
Mar11 |
100428 |
272.00 |
274.30 |
272.00 |
274.30 |
+4.40 |
159 |
3,150 |
+23 |
Total Volume and Open Interest |
53,441 |
201,484 |
-1,401 |
Soybean Oil(CBOT) |
May10 |
100428 |
39.13 |
39.26 |
38.48 |
38.54 |
-0.58 |
25,226 |
30,707 |
-4,743 |
Jul10 |
100428 |
39.51 |
39.68 |
38.85 |
38.92 |
-0.64 |
44,326 |
152,476 |
-1,187 |
Aug10 |
100428 |
39.62 |
39.88 |
39.10 |
39.11 |
-0.65 |
2,934 |
19,932 |
+26 |
Sep10 |
100428 |
39.71 |
40.04 |
39.23 |
39.27 |
-0.64 |
2,769 |
12,639 |
-8 |
Oct10 |
100428 |
39.84 |
40.17 |
39.36 |
39.41 |
-0.63 |
1,549 |
10,219 |
+596 |
Dec10 |
100428 |
40.34 |
40.54 |
39.74 |
39.79 |
-0.63 |
6,013 |
52,217 |
+216 |
Jan11 |
100428 |
40.79 |
40.79 |
40.04 |
40.04 |
-0.63 |
33 |
3,053 |
+22 |
Mar11 |
100428 |
40.80 |
40.92 |
40.27 |
40.27 |
-0.65 |
74 |
1,602 |
+40 |
Total Volume and Open Interest |
82,971 |
285,911 |
-5,020 |
Canola(WCE) |
May10 |
100428 |
382.0 |
385.1 |
379.0 |
381.3 |
-1.8 |
4,042 |
7,971 |
-6,558 |
Jul10 |
100428 |
389.0 |
392.7 |
385.7 |
388.2 |
-2.3 |
14,043 |
91,460 |
+3,235 |
Nov10 |
100428 |
391.0 |
394.7 |
388.9 |
390.6 |
-2.3 |
3,216 |
30,854 |
+3 |
Jan11 |
100428 |
397.1 |
397.8 |
393.0 |
394.2 |
-2.3 |
643 |
1,954 |
+153 |
Mar11 |
100428 |
399.9 |
399.9 |
395.9 |
397.0 |
-2.4 |
257 |
1,090 |
+136 |
Total Volume and Open Interest |
22,461 |
134,220 |
-2,881 |
Corn(CBOT) |
May10 |
100428 |
348.50 |
361.75 |
348.25 |
357.00 |
+9.50 |
92,137 |
80,118 |
-22,367 |
Jul10 |
100428 |
354.75 |
367.75 |
354.00 |
364.00 |
+10.25 |
149,683 |
501,477 |
+7,464 |
Sep10 |
100428 |
361.75 |
374.00 |
361.25 |
371.00 |
+9.50 |
25,647 |
149,375 |
+2,241 |
Dec10 |
100428 |
369.50 |
380.50 |
368.25 |
377.75 |
+8.75 |
46,457 |
311,442 |
+3,561 |
Mar11 |
100428 |
382.25 |
393.50 |
382.00 |
390.50 |
+8.50 |
2,512 |
45,011 |
+838 |
May11 |
100428 |
391.00 |
400.00 |
390.75 |
398.75 |
+7.75 |
502 |
8,882 |
+100 |
Total Volume and Open Interest |
322,372 |
1,158,557 |
-7,610 |
Wheat(CBOT) |
May10 |
100428 |
477.00 |
485.00 |
470.75 |
476.25 |
-2.00 |
15,952 |
24,745 |
-3,311 |
Jul10 |
100428 |
488.00 |
496.50 |
482.25 |
488.00 |
-2.50 |
64,370 |
237,677 |
+1,530 |
Sep10 |
100428 |
505.00 |
512.75 |
499.00 |
504.25 |
-2.75 |
6,852 |
77,979 |
+1,665 |
Dec10 |
100428 |
532.25 |
541.00 |
526.75 |
531.75 |
-2.25 |
5,152 |
68,290 |
-738 |
Mar11 |
100428 |
558.00 |
565.50 |
556.00 |
558.75 |
-2.25 |
852 |
15,700 |
+298 |
Total Volume and Open Interest |
95,157 |
452,322 |
+210 |
Wheat(KCBT) |
May10 |
100428 |
491.50 |
501.50 |
487.00 |
491.50 |
-1.00 |
7,149 |
9,513 |
-4,032 |
Jul10 |
100428 |
502.00 |
511.75 |
497.00 |
502.00 |
-1.00 |
13,177 |
66,944 |
-537 |
Sep10 |
100428 |
512.75 |
521.50 |
508.75 |
513.75 |
-1.00 |
1,083 |
13,212 |
+114 |
Dec10 |
100428 |
531.50 |
540.00 |
527.50 |
531.50 |
-1.00 |
1,380 |
44,254 |
+296 |
Mar11 |
100428 |
551.25 |
555.75 |
546.25 |
548.75 |
-0.75 |
392 |
9,530 |
+142 |
Total Volume and Open Interest |
23,903 |
151,872 |
-3,624 |
Wheat(MGE) |
May10 |
100428 |
516.00 |
521.50 |
511.00 |
513.00 |
-3.25 |
1,328 |
4,249 |
-510 |
Jul10 |
100428 |
527.00 |
535.75 |
521.75 |
524.00 |
-4.00 |
2,809 |
18,854 |
+177 |
Sep10 |
100428 |
543.25 |
544.00 |
532.75 |
535.00 |
-4.50 |
337 |
7,071 |
-1 |
Dec10 |
100428 |
556.00 |
562.50 |
552.75 |
553.75 |
-3.00 |
443 |
7,184 |
-52 |
Mar11 |
100428 |
574.00 |
579.00 |
570.50 |
570.75 |
-3.50 |
78 |
1,548 |
+54 |
Total Volume and Open Interest |
5,234 |
42,469 |
-324 |
Oats(CBOT) |
May10 |
100428 |
199.00 |
203.25 |
196.75 |
200.00 |
-1.00 |
396 |
1,827 |
-106 |
Jul10 |
100428 |
208.25 |
211.00 |
205.25 |
208.25 |
-0.75 |
432 |
11,722 |
+153 |
Sep10 |
100428 |
217.25 |
217.50 |
216.25 |
216.50 |
-0.75 |
7 |
1,172 |
+3 |
Dec10 |
100428 |
226.50 |
231.25 |
226.50 |
229.00 |
-0.75 |
246 |
2,652 |
-13 |
Total Volume and Open Interest |
1,081 |
17,381 |
+37 |
Rough Rice(CBOT) |
May10 |
100428 |
12.18 |
12.26 |
11.98 |
12.02 |
-0.24 |
750 |
3,580 |
-233 |
Jul10 |
100428 |
12.45 |
12.56 |
12.24 |
12.30 |
-0.23 |
781 |
7,658 |
+290 |
Sep10 |
100428 |
12.31 |
12.40 |
12.07 |
12.15 |
-0.18 |
279 |
2,801 |
+89 |
Nov10 |
100428 |
12.48 |
12.48 |
12.23 |
12.29 |
-0.16 |
148 |
1,489 |
+6 |
Total Volume and Open Interest |
2,016 |
16,454 |
+143 |
Live Cattle(CME) |
Apr10 |
100428 |
98.150 |
98.635 |
97.550 |
98.050 |
unch |
2,233 |
6,145 |
-1,395 |
Jun10 |
100428 |
93.850 |
94.100 |
92.950 |
93.430 |
-0.300 |
19,235 |
165,307 |
-2,208 |
Aug10 |
100428 |
92.750 |
93.035 |
92.000 |
92.650 |
-0.080 |
9,794 |
86,500 |
-364 |
Oct10 |
100428 |
94.950 |
95.180 |
94.350 |
94.785 |
-0.015 |
3,476 |
57,317 |
+669 |
Dec10 |
100428 |
96.535 |
96.650 |
95.980 |
96.400 |
+0.070 |
3,573 |
32,398 |
+1,444 |
Feb11 |
100428 |
97.600 |
97.785 |
97.250 |
97.600 |
+0.100 |
412 |
15,999 |
+173 |
Total Volume and Open Interest |
39,035 |
372,368 |
-1,547 |
Feeder Cattle(CME) |
Apr10 |
100428 |
113.100 |
113.730 |
113.100 |
113.285 |
+0.085 |
340 |
1,680 |
+12 |
May10 |
100428 |
112.750 |
113.480 |
112.035 |
112.300 |
-0.780 |
1,717 |
10,931 |
-452 |
Aug10 |
100428 |
115.580 |
116.330 |
114.800 |
115.535 |
-0.395 |
2,301 |
23,577 |
+399 |
Sep10 |
100428 |
115.330 |
116.000 |
114.550 |
115.230 |
-0.500 |
211 |
4,744 |
-30 |
Oct10 |
100428 |
114.500 |
115.285 |
114.150 |
114.700 |
-0.435 |
166 |
2,160 |
+66 |
Nov10 |
100428 |
114.730 |
115.000 |
114.050 |
114.800 |
unch |
61 |
1,097 |
+17 |
Jan11 |
100428 |
112.600 |
112.600 |
112.000 |
112.250 |
-0.350 |
5 |
247 |
-8 |
Total Volume and Open Interest |
4,808 |
44,470 |
+11 |
Lean Hogs(CME) |
May10 |
100428 |
88.000 |
88.635 |
87.400 |
88.200 |
+0.065 |
1,140 |
5,997 |
-103 |
Jun10 |
100428 |
85.000 |
85.500 |
83.900 |
84.600 |
-0.350 |
11,809 |
82,535 |
-1,399 |
Jul10 |
100428 |
84.980 |
85.250 |
83.900 |
84.650 |
-0.050 |
3,738 |
33,492 |
+182 |
Aug10 |
100428 |
85.250 |
85.600 |
84.180 |
84.830 |
-0.220 |
2,950 |
39,779 |
-365 |
Oct10 |
100428 |
75.900 |
76.180 |
74.950 |
75.550 |
+0.075 |
1,474 |
29,122 |
+214 |
Dec10 |
100428 |
72.850 |
73.400 |
72.550 |
73.250 |
+0.215 |
1,008 |
19,515 |
+298 |
Feb11 |
100428 |
73.330 |
73.800 |
72.900 |
73.800 |
+0.350 |
42 |
5,360 |
+16 |
Apr11 |
100428 |
74.500 |
75.100 |
74.350 |
74.700 |
+0.500 |
94 |
2,356 |
+66 |
Total Volume and Open Interest |
22,267 |
218,922 |
-1,082 |
Pork Bellies(CME) |
May10 |
100428 |
97.000 |
97.200 |
96.500 |
97.200 |
+0.700 |
15 |
83 |
-11 |
Jul10 |
100428 |
97.900 |
99.035 |
97.800 |
97.800 |
unch |
9 |
102 |
-4 |
Aug10 |
100428 |
95.000 |
96.050 |
95.000 |
95.000 |
unch |
12 |
23 |
-4 |
Feb11 |
100428 |
97.500 |
97.500 |
97.500 |
97.500 |
unch |
0 |
1 |
+0 |
Mar11 |
100428 |
98.000 |
98.000 |
98.000 |
98.000 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
36 |
210 |
-19 |
Class III Milk(CME) |
Apr10 |
100428 |
12.95 |
12.96 |
12.93 |
12.94 |
+0.01 |
112 |
4,318 |
-57 |
May10 |
100428 |
13.55 |
13.56 |
13.40 |
13.41 |
-0.08 |
122 |
4,795 |
-13 |
Jun10 |
100428 |
14.03 |
14.13 |
13.87 |
13.90 |
-0.10 |
213 |
4,502 |
+56 |
Jul10 |
100428 |
14.68 |
14.74 |
14.44 |
14.45 |
-0.20 |
76 |
3,254 |
-2 |
Aug10 |
100428 |
15.14 |
15.20 |
14.99 |
15.05 |
-0.10 |
51 |
3,005 |
+18 |
Total Volume and Open Interest |
649 |
30,687 |
+13 |
Cocoa(ICE) |
May10 |
100428 |
3187 |
3210 |
3176 |
3184 |
-11 |
5 |
91 |
-5 |
Jul10 |
100428 |
3194 |
3220 |
3176 |
3193 |
-12 |
6,187 |
62,616 |
+1,462 |
Sep10 |
100428 |
3213 |
3238 |
3200 |
3211 |
-13 |
630 |
23,254 |
+1,283 |
Dec10 |
100428 |
3232 |
3254 |
3214 |
3228 |
-11 |
288 |
14,847 |
+738 |
Mar11 |
100428 |
3233 |
3260 |
3225 |
3242 |
-12 |
131 |
14,235 |
+986 |
May11 |
100428 |
3237 |
3262 |
3229 |
3247 |
-14 |
34 |
6,215 |
+81 |
Jul11 |
100428 |
3242 |
3255 |
3242 |
3255 |
-13 |
3 |
2,835 |
-1 |
Total Volume and Open Interest |
7,279 |
128,872 |
+4,594 |
Coffee "C"(ICE) |
May10 |
100428 |
130.75 |
134.60 |
130.75 |
133.85 |
+3.05 |
139 |
936 |
-38 |
Jul10 |
100428 |
130.85 |
134.70 |
130.70 |
133.90 |
+3.05 |
7,645 |
80,477 |
+613 |
Sep10 |
100428 |
132.30 |
136.00 |
132.30 |
135.30 |
+2.95 |
2,364 |
24,342 |
+834 |
Dec10 |
100428 |
134.00 |
137.55 |
133.90 |
136.95 |
+2.95 |
346 |
16,957 |
+327 |
Mar11 |
100428 |
136.25 |
139.00 |
136.25 |
138.40 |
+3.00 |
102 |
7,658 |
+24 |
May11 |
100428 |
139.35 |
139.80 |
139.30 |
139.30 |
+2.95 |
13 |
3,830 |
+11 |
Total Volume and Open Interest |
10,715 |
136,818 |
+1,777 |
Orange Juice(ICE) |
May10 |
100428 |
134.40 |
137.00 |
134.15 |
134.90 |
+0.50 |
610 |
4,952 |
-528 |
Jul10 |
100428 |
136.40 |
139.00 |
135.80 |
136.95 |
+0.55 |
921 |
18,554 |
+171 |
Sep10 |
100428 |
138.15 |
140.45 |
138.15 |
138.55 |
+0.40 |
186 |
5,745 |
+150 |
Nov10 |
100428 |
140.20 |
140.65 |
139.50 |
139.75 |
+0.35 |
9 |
1,112 |
+8 |
Jan11 |
100428 |
141.45 |
141.75 |
140.75 |
141.00 |
+0.40 |
4 |
768 |
+4 |
Mar11 |
100428 |
140.70 |
141.00 |
140.70 |
140.75 |
+0.45 |
7 |
157 |
+2 |
Total Volume and Open Interest |
1,743 |
31,554 |
-188 |
Sugar #11(ICE) |
May10 |
100428 |
15.15 |
15.20 |
14.55 |
14.63 |
-0.49 |
14,551 |
39,672 |
-5,073 |
Jul10 |
100428 |
15.37 |
15.47 |
14.81 |
14.86 |
-0.51 |
34,600 |
279,140 |
+3,960 |
Oct10 |
100428 |
16.04 |
16.16 |
15.50 |
15.53 |
-0.57 |
9,614 |
155,846 |
+226 |
Mar11 |
100428 |
16.86 |
16.92 |
16.30 |
16.34 |
-0.55 |
3,131 |
72,360 |
+755 |
May11 |
100428 |
16.55 |
16.70 |
16.20 |
16.22 |
-0.47 |
982 |
21,414 |
+156 |
Total Volume and Open Interest |
65,230 |
648,388 |
-331 |
London Cocoa(LCE) |
May10 |
100401 |
2251 |
2273 |
2242 |
2251 |
-4 |
5,705 |
54,695 |
-29 |
Jul10 |
100428 |
2377 |
2395 |
2367 |
2383 |
+24 |
7,411 |
44,793 |
+2,223 |
Sep10 |
100428 |
2340 |
2353 |
2329 |
2346 |
+22 |
3,146 |
27,979 |
+1,838 |
Dec10 |
100428 |
2292 |
2303 |
2284 |
2294 |
+22 |
809 |
18,801 |
+285 |
Mar11 |
100428 |
2252 |
2269 |
2249 |
2258 |
+20 |
1,317 |
19,799 |
+785 |
May11 |
100428 |
2250 |
2273 |
2250 |
2259 |
+20 |
91 |
4,063 |
+4 |
Jul11 |
100428 |
2278 |
2278 |
2264 |
2264 |
+20 |
59 |
768 |
+44 |
Total Volume and Open Interest |
18,499 |
162,783 |
+2,791 |
London Sugar(LCE) |
Aug10 |
100428 |
465.50 |
469.00 |
455.00 |
455.10 |
-9.90 |
4,587 |
34,081 |
-290 |
Oct10 |
100428 |
443.50 |
445.60 |
431.70 |
432.50 |
-9.00 |
1,634 |
11,403 |
+498 |
Dec10 |
100428 |
440.70 |
442.40 |
430.20 |
430.20 |
-10.30 |
150 |
3,071 |
+210 |
Mar11 |
100428 |
451.30 |
452.00 |
440.40 |
440.70 |
-8.80 |
103 |
2,194 |
+9 |
May11 |
100428 |
445.60 |
446.00 |
441.30 |
441.30 |
-7.20 |
2 |
1,403 |
+0 |
Total Volume and Open Interest |
6,479 |
52,543 |
+427 |
Cotton(ICE) |
May10 |
100428 |
84.20 |
84.20 |
83.21 |
83.63 |
+0.58 |
252 |
1,885 |
-4,154 |
Jul10 |
100428 |
85.20 |
86.00 |
84.41 |
84.90 |
-0.30 |
8,358 |
121,971 |
+1,351 |
Oct10 |
100428 |
79.42 |
80.55 |
79.42 |
79.74 |
+0.29 |
101 |
622 |
+82 |
Dec10 |
100428 |
77.34 |
77.74 |
77.21 |
77.49 |
+0.14 |
4,012 |
55,124 |
+1,544 |
Mar11 |
100428 |
78.50 |
78.77 |
78.39 |
78.65 |
+0.26 |
194 |
5,283 |
-71 |
May11 |
100428 |
78.74 |
78.74 |
78.74 |
78.74 |
+0.27 |
54 |
189 |
-1 |
Total Volume and Open Interest |
13,227 |
188,995 |
-1,228 |
Lumber(CME) |
May10 |
100428 |
305.1 |
307.6 |
300.2 |
300.2 |
-2.3 |
424 |
2,232 |
-164 |
Jul10 |
100428 |
317.2 |
322.8 |
315.0 |
315.0 |
unch |
503 |
6,198 |
+126 |
Sep10 |
100428 |
319.0 |
324.3 |
319.0 |
322.8 |
+4.3 |
130 |
2,195 |
+21 |
Nov10 |
100428 |
299.0 |
302.5 |
296.7 |
302.5 |
+4.5 |
53 |
602 |
+15 |
Total Volume and Open Interest |
1,110 |
11,234 |
-2 |
Crude Oil(NYM) |
Jun10 |
100428 |
81.84 |
83.44 |
81.29 |
83.22 |
+0.78 |
337,123 |
369,104 |
+6,508 |
Jul10 |
100428 |
84.32 |
85.90 |
83.80 |
85.67 |
+0.67 |
145,246 |
194,540 |
+7,565 |
Aug10 |
100428 |
86.06 |
87.48 |
85.60 |
87.29 |
+0.52 |
62,507 |
84,056 |
+5,564 |
Sep10 |
100428 |
87.00 |
88.35 |
86.64 |
88.19 |
+0.43 |
28,002 |
73,919 |
+763 |
Oct10 |
100428 |
87.76 |
88.95 |
87.43 |
88.82 |
+0.39 |
7,626 |
37,039 |
+720 |
Nov10 |
100428 |
88.00 |
89.40 |
87.94 |
89.33 |
+0.36 |
5,632 |
26,765 |
-686 |
Dec10 |
100428 |
88.74 |
89.96 |
88.26 |
89.76 |
+0.31 |
37,335 |
195,585 |
-1,687 |
Jan11 |
100428 |
89.56 |
90.09 |
88.97 |
90.09 |
+0.28 |
1,955 |
32,141 |
+126 |
Feb11 |
100428 |
89.78 |
90.39 |
89.28 |
90.39 |
+0.26 |
1,418 |
13,598 |
+70 |
Mar11 |
100428 |
89.73 |
90.67 |
89.39 |
90.67 |
+0.24 |
1,658 |
17,435 |
-329 |
Apr11 |
100428 |
90.19 |
90.92 |
90.09 |
90.92 |
+0.22 |
1,604 |
13,102 |
-400 |
May11 |
100428 |
90.54 |
91.14 |
90.11 |
91.14 |
+0.20 |
835 |
5,412 |
+92 |
Jun11 |
100428 |
90.50 |
91.40 |
89.93 |
91.34 |
+0.20 |
2,393 |
37,210 |
+532 |
Jul11 |
100428 |
91.49 |
91.49 |
91.49 |
91.49 |
+0.17 |
98 |
5,013 |
-25 |
Aug11 |
100428 |
91.64 |
91.64 |
91.64 |
91.64 |
+0.16 |
38 |
3,731 |
-7 |
Sep11 |
100428 |
91.80 |
91.80 |
91.80 |
91.80 |
+0.15 |
292 |
6,278 |
-12 |
Total Volume and Open Interest |
646,918 |
1,387,460 |
+19,781 |
e-miNY Crude Oil(NYM) |
Apr10 |
100319 |
82.200 |
82.200 |
79.850 |
80.675 |
-1.525 |
6,323 |
2,952 |
-500 |
May10 |
100419 |
82.975 |
82.975 |
80.525 |
81.450 |
-1.800 |
6,906 |
4,826 |
-603 |
Jun10 |
100427 |
83.900 |
84.350 |
81.725 |
82.450 |
-1.750 |
10,954 |
5,350 |
-124 |
Jul10 |
100428 |
84.325 |
85.900 |
83.725 |
85.675 |
+0.675 |
812 |
1,080 |
+174 |
Aug10 |
100428 |
86.000 |
87.375 |
86.000 |
87.300 |
+0.525 |
104 |
147 |
+53 |
Sep10 |
100428 |
86.925 |
88.200 |
86.925 |
88.200 |
+0.450 |
3 |
17 |
+1 |
Oct10 |
100428 |
88.000 |
88.825 |
87.550 |
88.825 |
+0.400 |
0 |
13 |
+0 |
Nov10 |
100428 |
88.050 |
89.500 |
88.050 |
89.325 |
+0.350 |
1 |
2 |
+0 |
Dec10 |
100428 |
89.025 |
89.750 |
88.750 |
89.750 |
+0.300 |
10 |
49 |
+1 |
Jan11 |
100428 |
90.100 |
90.100 |
90.100 |
90.100 |
+0.300 |
|
|
|
Total Volume and Open Interest |
9,916 |
6,770 |
+296 |
Heating Oil(NYM) |
May10 |
100428 |
222.15 |
223.71 |
219.38 |
222.90 |
-0.13 |
26,100 |
22,350 |
-4,748 |
Jun10 |
100428 |
224.60 |
226.17 |
222.00 |
225.42 |
-0.09 |
43,875 |
98,230 |
+5,867 |
Jul10 |
100428 |
226.92 |
228.25 |
224.42 |
227.84 |
+0.06 |
7,844 |
38,768 |
+1,320 |
Aug10 |
100428 |
229.29 |
230.40 |
226.85 |
230.30 |
+0.16 |
4,181 |
22,865 |
-466 |
Sep10 |
100428 |
231.18 |
233.19 |
229.40 |
232.80 |
+0.12 |
3,274 |
21,747 |
-210 |
Oct10 |
100428 |
234.00 |
235.75 |
232.05 |
235.42 |
+0.13 |
1,022 |
14,408 |
+61 |
Nov10 |
100428 |
234.92 |
238.07 |
234.92 |
238.07 |
+0.13 |
584 |
11,342 |
+51 |
Dec10 |
100428 |
239.59 |
241.07 |
237.39 |
240.72 |
+0.13 |
6,763 |
30,739 |
+664 |
Jan11 |
100428 |
242.24 |
243.37 |
240.44 |
243.37 |
+0.15 |
324 |
13,837 |
+194 |
Feb11 |
100428 |
243.85 |
245.05 |
242.45 |
245.05 |
+0.19 |
153 |
4,980 |
+26 |
Mar11 |
100428 |
243.54 |
245.62 |
243.23 |
245.62 |
+0.22 |
170 |
6,124 |
-54 |
Apr11 |
100428 |
242.42 |
244.97 |
242.42 |
244.97 |
+0.28 |
171 |
2,407 |
+30 |
Total Volume and Open Interest |
96,018 |
309,389 |
+3,517 |
Gasoline(NYMEX) |
May10 |
100428 |
231.47 |
233.45 |
229.49 |
233.27 |
+0.59 |
21,714 |
29,393 |
-3,622 |
Jun10 |
100428 |
231.70 |
233.59 |
229.58 |
233.30 |
+0.46 |
45,740 |
108,427 |
+1,510 |
Jul10 |
100428 |
232.78 |
233.71 |
229.85 |
233.55 |
+0.34 |
18,288 |
53,618 |
-2,911 |
Aug10 |
100428 |
232.34 |
233.90 |
229.96 |
233.70 |
+0.33 |
10,704 |
31,615 |
-42 |
Sep10 |
100428 |
231.28 |
233.48 |
229.73 |
233.20 |
+0.40 |
6,726 |
32,939 |
+351 |
Oct10 |
100428 |
222.17 |
223.37 |
220.37 |
223.37 |
+0.49 |
1,527 |
16,703 |
+63 |
Nov10 |
100428 |
222.70 |
222.70 |
222.70 |
222.70 |
+0.63 |
467 |
14,729 |
+80 |
Dec10 |
100428 |
221.35 |
223.13 |
219.17 |
223.13 |
+0.68 |
800 |
11,148 |
-49 |
Jan11 |
100428 |
224.86 |
224.86 |
224.86 |
224.86 |
+0.68 |
17 |
6,026 |
-1 |
Feb11 |
100428 |
224.54 |
227.14 |
224.54 |
227.14 |
+0.70 |
6 |
1,475 |
+0 |
Total Volume and Open Interest |
106,179 |
317,596 |
-4,480 |
e-miNY RBOB Gasoline(NYM) |
May10 |
100428 |
233.30 |
233.30 |
233.27 |
233.30 |
+0.60 |
0 |
8 |
+0 |
Jun10 |
100428 |
233.30 |
233.30 |
233.30 |
233.30 |
+0.50 |
0 |
10 |
+0 |
Jul10 |
100428 |
233.60 |
233.60 |
233.55 |
233.60 |
+0.40 |
0 |
1 |
+0 |
Aug10 |
100428 |
233.70 |
233.70 |
233.70 |
233.70 |
+0.30 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
24 |
+0 |
Natural Gas(NYM) |
May10 |
100428 |
4.207 |
4.326 |
4.186 |
4.271 |
+0.055 |
84,697 |
27,170 |
-6,533 |
Jun10 |
100428 |
4.310 |
4.424 |
4.281 |
4.348 |
+0.033 |
61,615 |
152,983 |
+1,248 |
Jul10 |
100428 |
4.445 |
4.548 |
4.409 |
4.474 |
+0.036 |
16,149 |
152,473 |
+562 |
Aug10 |
100428 |
4.547 |
4.639 |
4.519 |
4.570 |
+0.038 |
8,034 |
53,239 |
+717 |
Sep10 |
100428 |
4.586 |
4.680 |
4.569 |
4.623 |
+0.038 |
6,616 |
46,804 |
+193 |
Oct10 |
100428 |
4.716 |
4.802 |
4.689 |
4.732 |
+0.039 |
11,729 |
66,384 |
+259 |
Nov10 |
100428 |
5.073 |
5.154 |
5.073 |
5.104 |
+0.032 |
2,170 |
15,539 |
+75 |
Dec10 |
100428 |
5.494 |
5.559 |
5.468 |
5.502 |
+0.028 |
2,670 |
30,720 |
+8 |
Jan11 |
100428 |
5.686 |
5.775 |
5.663 |
5.714 |
+0.027 |
6,636 |
48,453 |
-233 |
Feb11 |
100428 |
5.684 |
5.730 |
5.647 |
5.672 |
+0.023 |
699 |
16,942 |
+156 |
Mar11 |
100428 |
5.546 |
5.630 |
5.540 |
5.572 |
+0.026 |
2,546 |
41,657 |
+630 |
Apr11 |
100428 |
5.365 |
5.402 |
5.342 |
5.362 |
+0.024 |
2,569 |
36,725 |
+93 |
May11 |
100428 |
5.391 |
5.391 |
5.359 |
5.374 |
+0.022 |
482 |
18,642 |
+266 |
Jun11 |
100428 |
5.417 |
5.425 |
5.417 |
5.421 |
+0.022 |
142 |
6,436 |
-38 |
Jul11 |
100428 |
5.490 |
5.491 |
5.486 |
5.486 |
+0.022 |
91 |
4,601 |
+24 |
Aug11 |
100428 |
5.514 |
5.556 |
5.514 |
5.536 |
+0.022 |
76 |
4,549 |
-25 |
Total Volume and Open Interest |
209,025 |
843,344 |
-2,589 |
Brent Crude Oil(ICE) |
Jun10 |
100428 |
85.29 |
86.30 |
84.88 |
86.16 |
+0.38 |
120,642 |
233,526 |
+467 |
Jul10 |
100428 |
86.13 |
87.16 |
85.80 |
87.05 |
+0.40 |
57,822 |
166,878 |
+3,737 |
Aug10 |
100428 |
86.88 |
87.91 |
86.58 |
87.82 |
+0.42 |
26,695 |
70,389 |
+565 |
Sep10 |
100428 |
87.51 |
88.50 |
87.21 |
88.43 |
+0.41 |
15,236 |
34,924 |
+1,949 |
Oct10 |
100428 |
88.04 |
88.96 |
87.73 |
88.94 |
+0.38 |
7,200 |
22,116 |
-212 |
Nov10 |
100428 |
88.51 |
89.40 |
88.15 |
89.39 |
+0.36 |
5,841 |
19,138 |
+173 |
Dec10 |
100428 |
88.95 |
89.88 |
88.53 |
89.81 |
+0.33 |
19,477 |
99,381 |
+2,218 |
Jan11 |
100428 |
89.58 |
90.20 |
88.91 |
90.20 |
+0.31 |
1,072 |
21,167 |
+16 |
Feb11 |
100428 |
89.97 |
90.57 |
89.88 |
90.57 |
+0.28 |
1,127 |
8,859 |
+243 |
Mar11 |
100428 |
90.92 |
90.92 |
90.92 |
90.92 |
+0.27 |
1,802 |
7,162 |
-212 |
Apr11 |
100428 |
91.24 |
91.24 |
91.24 |
91.24 |
+0.26 |
1,006 |
4,598 |
-194 |
May11 |
100428 |
91.52 |
91.52 |
91.52 |
91.52 |
+0.24 |
512 |
3,750 |
+29 |
Jun11 |
100428 |
90.98 |
91.78 |
90.98 |
91.78 |
+0.22 |
913 |
17,084 |
+391 |
Jul11 |
100428 |
92.03 |
92.03 |
92.03 |
92.03 |
+0.23 |
3 |
3,191 |
-1 |
Total Volume and Open Interest |
263,937 |
812,497 |
+8,537 |
Gas Oil(ICE) |
May10 |
100428 |
712.00 |
718.25 |
706.75 |
710.25 |
-8.75 |
36,247 |
91,461 |
-2,807 |
Jun10 |
100428 |
716.50 |
721.25 |
710.00 |
713.50 |
-9.25 |
41,495 |
118,332 |
+2,582 |
Jul10 |
100428 |
723.00 |
725.50 |
714.50 |
718.00 |
-9.75 |
9,599 |
53,552 |
+795 |
Aug10 |
100428 |
728.50 |
730.25 |
720.75 |
723.75 |
-9.50 |
4,104 |
28,702 |
+792 |
Sep10 |
100428 |
734.25 |
736.00 |
726.50 |
729.50 |
-9.25 |
3,550 |
31,957 |
-801 |
Oct10 |
100428 |
739.75 |
741.50 |
731.75 |
735.00 |
-9.25 |
1,685 |
23,472 |
+246 |
Nov10 |
100428 |
744.50 |
746.00 |
737.50 |
739.50 |
-9.50 |
1,213 |
18,910 |
-311 |
Dec10 |
100428 |
746.00 |
751.00 |
740.25 |
743.75 |
-9.50 |
7,801 |
91,962 |
-1,515 |
Jan11 |
100428 |
753.75 |
753.75 |
749.00 |
749.00 |
-9.75 |
764 |
25,131 |
-110 |
Feb11 |
100428 |
754.00 |
754.00 |
753.25 |
753.25 |
-9.75 |
631 |
13,074 |
-81 |
Total Volume and Open Interest |
110,070 |
570,314 |
-520 |
Ethanol(CBOT) |
Apr10 |
100406 |
1.512 |
1.512 |
1.512 |
1.512 |
-0.003 |
87 |
178 |
-68 |
May10 |
100428 |
1.580 |
1.593 |
1.579 |
1.590 |
+0.018 |
178 |
548 |
-86 |
Jun10 |
100428 |
1.612 |
1.618 |
1.610 |
1.614 |
+0.019 |
39 |
1,335 |
+11 |
Jul10 |
100428 |
1.625 |
1.632 |
1.610 |
1.625 |
+0.017 |
54 |
1,305 |
+5 |
Aug10 |
100428 |
1.646 |
1.646 |
1.625 |
1.630 |
+0.020 |
24 |
544 |
-7 |
Sep10 |
100428 |
1.633 |
1.635 |
1.632 |
1.633 |
+0.016 |
18 |
614 |
+2 |
Oct10 |
100428 |
1.640 |
1.640 |
1.640 |
1.640 |
+0.012 |
26 |
678 |
+16 |
Nov10 |
100428 |
1.645 |
1.662 |
1.645 |
1.646 |
+0.015 |
100 |
856 |
-20 |
Total Volume and Open Interest |
719 |
8,591 |
-95 |
US Dollar Index(ICE) |
Jun10 |
100428 |
82.430 |
82.870 |
82.160 |
82.535 |
+0.225 |
13,067 |
42,302 |
-658 |
Sep10 |
100428 |
82.720 |
83.060 |
82.630 |
82.815 |
+0.230 |
259 |
2,109 |
+8 |
Dec10 |
100428 |
83.065 |
83.065 |
83.065 |
83.065 |
+0.230 |
0 |
2 |
+0 |
Total Volume and Open Interest |
13,326 |
44,413 |
-650 |
Australian Dollar(CME) |
Jun10 |
100428 |
91.04 |
92.18 |
91.01 |
92.06 |
+0.96 |
62,371 |
145,561 |
+1,624 |
Sep10 |
100428 |
90.11 |
91.19 |
90.10 |
91.08 |
+0.93 |
215 |
421 |
-20 |
Dec10 |
100428 |
90.10 |
90.10 |
89.20 |
90.10 |
+0.90 |
0 |
12 |
+0 |
Total Volume and Open Interest |
62,586 |
145,994 |
+1,604 |
British Pound(CME) |
Jun10 |
100428 |
152.49 |
152.85 |
151.22 |
151.91 |
-0.63 |
107,678 |
118,883 |
-163 |
Sep10 |
100428 |
152.54 |
152.71 |
151.20 |
151.86 |
-0.61 |
308 |
814 |
+51 |
Dec10 |
100428 |
151.40 |
152.41 |
151.40 |
151.80 |
-0.61 |
0 |
25 |
-1 |
Total Volume and Open Interest |
107,986 |
119,723 |
-113 |
Canadian Dollar(CME) |
Jun10 |
100428 |
98.37 |
99.27 |
98.05 |
99.21 |
+0.63 |
54,248 |
146,255 |
+1,027 |
Sep10 |
100428 |
98.31 |
99.15 |
97.97 |
99.13 |
+0.63 |
105 |
4,006 |
-26 |
Dec10 |
100428 |
98.40 |
98.98 |
97.83 |
98.94 |
+0.65 |
1 |
1,079 |
+1 |
Mar11 |
100428 |
98.67 |
98.67 |
97.88 |
98.67 |
+0.65 |
0 |
251 |
+0 |
Total Volume and Open Interest |
54,354 |
151,659 |
+1,002 |
Japanese Yen(CME) |
Jun10 |
100428 |
107.42 |
107.58 |
106.05 |
106.09 |
-1.35 |
81,922 |
139,523 |
-3,536 |
Sep10 |
100428 |
107.40 |
107.68 |
106.19 |
106.21 |
-1.33 |
230 |
950 |
-6 |
Dec10 |
100428 |
106.35 |
107.68 |
106.35 |
106.35 |
-1.33 |
0 |
70 |
+0 |
Total Volume and Open Interest |
82,152 |
140,544 |
-3,542 |
Swiss Franc(CME) |
Jun10 |
100428 |
91.95 |
92.52 |
91.58 |
92.06 |
-0.11 |
36,935 |
44,160 |
-251 |
Sep10 |
100428 |
92.01 |
92.55 |
91.72 |
92.18 |
-0.09 |
47 |
499 |
-10 |
Dec10 |
100428 |
92.28 |
92.39 |
92.09 |
92.28 |
-0.09 |
0 |
10 |
+0 |
Total Volume and Open Interest |
36,982 |
44,669 |
-261 |
EuroFX(CME) |
Jun10 |
100428 |
131.65 |
132.68 |
131.17 |
131.89 |
-0.20 |
294,426 |
229,744 |
+5,281 |
Sep10 |
100428 |
131.66 |
132.68 |
131.19 |
131.89 |
-0.20 |
1,677 |
2,775 |
+232 |
Dec10 |
100428 |
131.43 |
132.39 |
131.43 |
131.88 |
-0.20 |
1 |
104 |
+0 |
Total Volume and Open Interest |
296,110 |
232,668 |
+5,513 |
Mexican Peso(CME) |
May10 |
100428 |
808.0 |
808.0 |
808.0 |
808.0 |
unch |
|
|
|
Jun10 |
100428 |
804.0 |
811.5 |
798.0 |
805.2 |
unch |
13,488 |
133,209 |
+941 |
Total Volume and Open Interest |
13,488 |
133,777 |
+941 |
30-Year T-Bonds(CBOT) |
Jun10 |
100428 |
118~090 |
118~160 |
117~140 |
117~210 |
-0~210 |
|
|
|
Sep10 |
100428 |
117~100 |
117~130 |
116~160 |
116~160 |
-0~290 |
603 |
2,197 |
+153 |
Dec10 |
100428 |
115~210 |
116~080 |
115~100 |
115~100 |
-0~300 |
2 |
12 |
+0 |
Total Volume and Open Interest |
213,645 |
665,839 |
+1,654 |
10-Year T-Notes(CBOT) |
Jun10 |
100428 |
117~220 |
117~300 |
116~305 |
117~000 |
-0~210 |
758,120 |
1,625,632 |
+11,248 |
Sep10 |
100428 |
116~065 |
116~160 |
115~205 |
115~205 |
-0~215 |
2,148 |
13,412 |
+1,443 |
Dec10 |
100428 |
114~090 |
114~310 |
114~090 |
114~090 |
-0~220 |
0 |
6 |
+0 |
Total Volume and Open Interest |
760,268 |
1,639,051 |
+12,691 |
5-Year T-Notes(CBOT) |
Jun10 |
100428 |
115~081 |
115~108 |
115~020 |
115~027 |
-0~048 |
335,938 |
962,032 |
+4,149 |
Sep10 |
100428 |
114~072 |
114~072 |
114~017 |
114~017 |
-0~050 |
152 |
1,494 |
+101 |
Dec10 |
100428 |
112~098 |
113~059 |
112~098 |
113~007 |
-0~052 |
|
|
|
Total Volume and Open Interest |
336,090 |
963,526 |
+4,250 |
2 Year T-Notes(CBOT) |
Jun10 |
100428 |
54~038 |
54~038 |
54~038 |
54~038 |
-0~004 |
|
|
|
Sep10 |
100428 |
108~012 |
108~014 |
108~005 |
108~005 |
-0~009 |
2,214 |
7,363 |
+1,034 |
Dec10 |
100428 |
107~062 |
107~072 |
107~062 |
107~062 |
-0~010 |
0 |
1 |
+0 |
Total Volume and Open Interest |
201,052 |
1,029,865 |
-9,858 |
Eurodollars(CME) |
Jun10 |
100428 |
99.540 |
99.560 |
99.515 |
99.545 |
+0.005 |
117,155 |
1,242,599 |
+1,805 |
Sep10 |
100428 |
99.410 |
99.430 |
99.375 |
99.415 |
+0.015 |
184,946 |
1,096,279 |
-4,854 |
Dec10 |
100428 |
99.185 |
99.210 |
99.155 |
99.190 |
+0.015 |
243,328 |
1,177,273 |
-22,170 |
Mar11 |
100428 |
98.890 |
98.930 |
98.845 |
98.880 |
unch |
289,723 |
735,865 |
-16,623 |
Jun11 |
100428 |
98.560 |
98.605 |
98.500 |
98.535 |
-0.020 |
364,405 |
865,692 |
+2,597 |
Sep11 |
100428 |
98.235 |
98.280 |
98.155 |
98.190 |
-0.035 |
206,686 |
694,577 |
-4,898 |
Dec11 |
100428 |
97.905 |
97.955 |
97.820 |
97.855 |
-0.045 |
169,069 |
556,079 |
+13,044 |
Mar12 |
100428 |
97.630 |
97.670 |
97.535 |
97.560 |
-0.060 |
122,910 |
343,273 |
+2,947 |
Jun12 |
100428 |
97.340 |
97.385 |
97.250 |
97.270 |
-0.070 |
62,867 |
244,119 |
-1,087 |
Sep12 |
100428 |
97.080 |
97.120 |
96.975 |
96.995 |
-0.080 |
40,045 |
178,792 |
-3,072 |
Dec12 |
100428 |
96.820 |
96.865 |
96.715 |
96.730 |
-0.085 |
41,844 |
154,920 |
+1,849 |
Mar13 |
100428 |
96.600 |
96.640 |
96.495 |
96.510 |
-0.090 |
35,440 |
128,337 |
-639 |
Jun13 |
100428 |
96.385 |
96.425 |
96.275 |
96.290 |
-0.095 |
13,614 |
80,912 |
+1,163 |
Sep13 |
100428 |
96.195 |
96.225 |
96.075 |
96.090 |
-0.100 |
6,110 |
72,014 |
+167 |
Dec13 |
100428 |
95.990 |
96.020 |
95.875 |
95.890 |
-0.105 |
5,440 |
39,646 |
-360 |
Mar14 |
100428 |
95.835 |
95.860 |
95.715 |
95.730 |
-0.105 |
3,797 |
40,480 |
-82 |
Jun14 |
100428 |
95.665 |
95.680 |
95.550 |
95.570 |
-0.105 |
2,467 |
37,542 |
-514 |
Sep14 |
100428 |
95.510 |
95.550 |
95.415 |
95.430 |
-0.105 |
1,878 |
25,608 |
+293 |
Total Volume and Open Interest |
1,922,602 |
7,898,652 |
-28,368 |
30 Day Federal Funds(CBOT) |
Apr10 |
100428 |
99.800 |
99.802 |
99.798 |
99.800 |
unch |
3,652 |
72,336 |
-2,069 |
May10 |
100428 |
99.785 |
99.790 |
99.780 |
99.785 |
unch |
6,897 |
69,076 |
-1,544 |
Jun10 |
100428 |
99.770 |
99.775 |
99.765 |
99.770 |
unch |
3,620 |
85,429 |
-1,224 |
Jul10 |
100428 |
99.755 |
99.765 |
99.745 |
99.760 |
+0.010 |
2,439 |
60,299 |
-597 |
Aug10 |
100428 |
99.735 |
99.750 |
99.725 |
99.740 |
+0.010 |
3,727 |
73,070 |
-101 |
Sep10 |
100428 |
99.715 |
99.725 |
99.700 |
99.720 |
+0.015 |
4,058 |
53,356 |
+479 |
Total Volume and Open Interest |
48,898 |
688,858 |
-6,281 |
30 Day Fed Funds(e-CBOT) |
Apr10 |
090519 |
99.370 |
99.380 |
99.360 |
99.380 |
unch |
756 |
6,053 |
|
May10 |
090519 |
99.255 |
99.260 |
99.240 |
99.250 |
unch |
230 |
7,105 |
|
Jun10 |
090519 |
99.210 |
99.210 |
99.200 |
99.200 |
unch |
98 |
1,033 |
|
Jul10 |
090519 |
99.085 |
99.085 |
99.085 |
99.085 |
unch |
0 |
2,211 |
|
Aug10 |
090519 |
98.995 |
98.995 |
98.995 |
98.995 |
unch |
0 |
1,623 |
|
Sep10 |
090519 |
98.885 |
98.900 |
98.880 |
98.885 |
unch |
50 |
2,134 |
|
Total Volume and Open Interest |
22,142 |
354,023 |
|
3-Mth Euro-Yen(CME) |
Jun10 |
100428 |
99.615 |
99.615 |
99.615 |
99.615 |
unch |
0 |
2,404 |
+0 |
Sep10 |
100428 |
99.635 |
99.635 |
99.635 |
99.635 |
unch |
15 |
1,046 |
+15 |
Dec10 |
100428 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
0 |
342 |
+0 |
Mar11 |
100428 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
0 |
167 |
+0 |
Jun11 |
100428 |
99.600 |
99.600 |
99.600 |
99.600 |
unch |
|
|
|
Sep11 |
100428 |
99.585 |
99.585 |
99.585 |
99.585 |
unch |
|
|
|
Dec11 |
100428 |
99.515 |
99.515 |
99.515 |
99.515 |
unch |
|
|
|
Mar12 |
100428 |
99.480 |
99.480 |
99.480 |
99.480 |
unch |
|
|
|
Jun12 |
100428 |
99.525 |
99.525 |
99.525 |
99.525 |
-0.005 |
|
|
|
Sep12 |
100428 |
99.585 |
99.585 |
99.585 |
99.585 |
-0.005 |
|
|
|
Total Volume and Open Interest |
15 |
3,959 |
+15 |
3-Mth Euro-Yen(SGX) |
Jun10 |
100428 |
99.62 |
99.62 |
99.61 |
99.61 |
0.00 |
200 |
4,490 |
-12 |
Sep10 |
100428 |
99.64 |
99.64 |
99.63 |
99.63 |
-0.01 |
0 |
3,142 |
-115 |
Dec10 |
100428 |
99.64 |
99.64 |
99.64 |
99.64 |
0.00 |
2 |
1,418 |
-32 |
Mar11 |
100428 |
99.62 |
99.62 |
99.62 |
99.62 |
0.00 |
0 |
1,735 |
-15 |
Jun11 |
100428 |
99.60 |
99.60 |
99.60 |
99.60 |
0.00 |
0 |
106 |
+0 |
Sep11 |
100428 |
99.58 |
99.58 |
99.58 |
99.58 |
0.00 |
0 |
51 |
+0 |
Dec11 |
100428 |
99.51 |
99.51 |
99.51 |
99.51 |
0.00 |
0 |
102 |
+0 |
Mar12 |
100428 |
99.47 |
99.47 |
99.47 |
99.47 |
-0.01 |
0 |
305 |
+0 |
Total Volume and Open Interest |
202 |
12,415 |
-174 |
Japanese Gov't Bonds(SGX) |
Jun10 |
100428 |
139.68 |
139.78 |
139.62 |
139.77 |
+0.28 |
1,188 |
16,489 |
+0 |
Sep10 |
100428 |
139.72 |
139.72 |
139.72 |
139.72 |
+0.23 |
|
|
|
Dec10 |
100428 |
137.63 |
137.63 |
137.63 |
137.63 |
+0.23 |
|
|
|
Total Volume and Open Interest |
1,188 |
16,941 |
+452 |
Euro-Bund(EUREX) |
Jun10 |
100428 |
125.20 |
125.51 |
124.30 |
124.60 |
-0.04 |
812,541 |
1,026,193 |
-6,930 |
Sep10 |
100428 |
124.52 |
124.95 |
123.85 |
124.04 |
+0.01 |
2,173 |
5,899 |
+1,256 |
Dec10 |
100428 |
123.60 |
123.60 |
123.60 |
123.60 |
-0.04 |
|
|
|
Total Volume and Open Interest |
814,714 |
1,032,092 |
-5,674 |
Euro-Bobl(EUREX) |
Jun10 |
100428 |
118.21 |
118.47 |
117.75 |
118.06 |
-0.22 |
492,291 |
807,644 |
+242 |
Sep10 |
100428 |
117.91 |
117.91 |
117.40 |
117.61 |
+0.04 |
6 |
16,440 |
+1 |
Dec10 |
100428 |
117.37 |
117.37 |
117.37 |
117.37 |
+0.04 |
|
|
|
Total Volume and Open Interest |
492,297 |
824,084 |
-15,622 |
3-Mth Euribor(EUREX) |
Jun10 |
100428 |
99.155 |
99.195 |
99.135 |
99.180 |
-0.055 |
33 |
5,944 |
-11 |
Sep10 |
100428 |
99.030 |
99.055 |
99.030 |
99.045 |
-0.045 |
31 |
3,172 |
-11 |
Dec10 |
100428 |
98.920 |
98.940 |
98.920 |
98.930 |
-0.010 |
16 |
1,559 |
-1 |
Total Volume and Open Interest |
176 |
16,141 |
-22 |
Long Gilt(LIFFE) |
Jun10 |
100428 |
115~08 |
115~19 |
114~22 |
115~03 |
+0~09 |
80,170 |
282,066 |
+6,231 |
Sep10 |
100428 |
114~03 |
114~03 |
113~25 |
113~25 |
+0~09 |
1 |
4 |
+1 |
Total Volume and Open Interest |
80,171 |
282,070 |
+6,232 |
3-Mth Short Sterling(LIFFE) |
Jun10 |
100428 |
99.19 |
99.24 |
99.16 |
99.21 |
-0.04 |
37,407 |
365,131 |
-6,382 |
Sep10 |
100428 |
99.06 |
99.10 |
99.03 |
99.06 |
-0.04 |
91,379 |
464,450 |
-119 |
Dec10 |
100428 |
98.82 |
98.87 |
98.80 |
98.82 |
-0.02 |
141,888 |
478,690 |
-2,203 |
Mar11 |
100428 |
98.52 |
98.57 |
98.49 |
98.52 |
+0.01 |
126,058 |
314,956 |
-24,272 |
Jun11 |
100428 |
98.18 |
98.24 |
98.13 |
98.18 |
+0.03 |
120,236 |
318,605 |
-19,072 |
Sep11 |
100428 |
97.90 |
97.92 |
97.77 |
97.85 |
+0.05 |
63,303 |
215,294 |
-8,276 |
Total Volume and Open Interest |
701,532 |
2,633,394 |
-55,997 |
3-Mth Euribor(LIFFE) |
Jun10 |
100428 |
99.160 |
99.205 |
99.135 |
99.180 |
-0.055 |
89,421 |
941,973 |
-9,478 |
Sep10 |
100428 |
99.040 |
99.070 |
99.020 |
99.045 |
-0.045 |
155,214 |
805,610 |
-30,704 |
Dec10 |
100428 |
98.935 |
98.945 |
98.910 |
98.930 |
-0.015 |
196,145 |
567,498 |
+42 |
Total Volume and Open Interest |
1,135,207 |
4,089,000 |
-28,180 |
3-Mth Aus T-Bills(SFE) |
Jun10 |
100428 |
95.33 |
95.37 |
95.25 |
95.27 |
-0.06 |
20,139 |
284,421 |
+780 |
Sep10 |
100428 |
95.06 |
95.14 |
94.98 |
95.00 |
-0.07 |
22,604 |
195,257 |
-4,684 |
Dec10 |
100428 |
94.79 |
94.88 |
94.75 |
94.78 |
-0.02 |
8,880 |
132,944 |
-3,050 |
Mar11 |
100428 |
94.59 |
94.66 |
94.55 |
94.58 |
-0.01 |
3,256 |
56,358 |
-3,557 |
Jun11 |
100428 |
94.42 |
94.50 |
94.39 |
94.41 |
-0.02 |
1,669 |
44,524 |
-44 |
Sep11 |
100428 |
94.28 |
94.36 |
94.26 |
94.27 |
-0.01 |
1,204 |
24,083 |
-573 |
Dec11 |
100428 |
94.17 |
94.26 |
94.15 |
94.16 |
-0.01 |
805 |
20,577 |
+480 |
Mar12 |
100428 |
94.09 |
94.18 |
94.09 |
94.09 |
unch |
192 |
11,703 |
+61 |
Jun12 |
100428 |
94.11 |
94.12 |
94.05 |
94.05 |
+0.01 |
0 |
2,416 |
+0 |
Sep12 |
100428 |
94.08 |
94.12 |
94.04 |
94.04 |
unch |
0 |
2,006 |
+0 |
Total Volume and Open Interest |
58,749 |
774,997 |
-10,587 |
10-Year Aus T-Bonds(SFE) |
Jun10 |
100428 |
94.20 |
94.30 |
94.20 |
94.28 |
+0.07 |
18,900 |
421,468 |
+3,037 |
Sep10 |
100428 |
94.28 |
94.28 |
94.28 |
94.28 |
+0.07 |
|
|
|
Total Volume and Open Interest |
18,900 |
421,468 |
+3,037 |
3-Year Aus T-Bonds(SFE) |
Jun10 |
100428 |
94.61 |
94.74 |
94.60 |
94.67 |
+0.05 |
51,360 |
640,070 |
+854 |
Sep10 |
100428 |
94.67 |
94.67 |
94.67 |
94.67 |
+0.05 |
|
|
|
Total Volume and Open Interest |
51,360 |
640,070 |
+854 |
Gold(CMX) |
Apr10 |
100428 |
1166.2 |
1173.9 |
1161.1 |
1171.3 |
+9.6 |
108 |
177 |
-133 |
Jun10 |
100428 |
1168.7 |
1175.3 |
1161.0 |
1171.8 |
+9.6 |
88,294 |
330,027 |
+2,041 |
Aug10 |
100428 |
1170.0 |
1176.5 |
1162.7 |
1173.1 |
+9.6 |
2,623 |
38,741 |
+1,551 |
Oct10 |
100428 |
1169.0 |
1176.0 |
1165.5 |
1174.3 |
+9.7 |
488 |
23,490 |
-181 |
Dec10 |
100428 |
1170.9 |
1178.6 |
1164.8 |
1175.7 |
+9.8 |
1,440 |
42,846 |
+388 |
Feb11 |
100428 |
1170.7 |
1177.4 |
1170.0 |
1177.4 |
+9.9 |
38 |
17,385 |
+32 |
Apr11 |
100428 |
1170.6 |
1179.4 |
1170.6 |
1179.4 |
+10.0 |
282 |
11,860 |
-186 |
Jun11 |
100428 |
526.5 |
526.5 |
526.5 |
526.5 |
+10.2 |
765 |
6,836 |
+352 |
Aug11 |
100428 |
1184.9 |
1184.9 |
1184.9 |
1184.9 |
+10.3 |
0 |
3,536 |
+0 |
Oct11 |
100428 |
1188.5 |
1188.5 |
1188.5 |
1188.5 |
+10.5 |
14 |
6,400 |
+0 |
Dec11 |
100428 |
1185.0 |
1194.0 |
1182.8 |
1192.3 |
+10.6 |
287 |
15,108 |
+187 |
Feb12 |
100428 |
1196.7 |
1196.7 |
1196.7 |
1196.7 |
+10.8 |
0 |
3,550 |
+0 |
Total Volume and Open Interest |
95,250 |
530,390 |
+4,392 |
Silver(CMX) |
May10 |
100428 |
1818.5 |
1825.0 |
1782.0 |
1810.7 |
-1.2 |
37,327 |
20,218 |
-10,766 |
Jul10 |
100428 |
1823.5 |
1828.5 |
1785.0 |
1813.5 |
-1.4 |
20,273 |
62,956 |
+8,104 |
Sep10 |
100428 |
1827.5 |
1827.5 |
1788.0 |
1816.1 |
-1.4 |
750 |
8,542 |
+577 |
Dec10 |
100428 |
1831.0 |
1831.0 |
1796.5 |
1819.7 |
-1.3 |
1,607 |
14,587 |
+442 |
Mar11 |
100428 |
1833.0 |
1833.0 |
1823.2 |
1823.2 |
-1.2 |
57 |
3,569 |
+39 |
May11 |
100428 |
1825.4 |
1825.4 |
1825.4 |
1825.4 |
-1.0 |
18 |
2,058 |
+15 |
Jul11 |
100428 |
1828.0 |
1828.0 |
1828.0 |
1828.0 |
-0.9 |
23 |
3,202 |
-27 |
Total Volume and Open Interest |
60,683 |
124,696 |
-1,456 |
Platinum(NYMEX) |
Jul10 |
100428 |
1720.0 |
1733.8 |
1704.6 |
1713.6 |
-7.3 |
2,638 |
35,938 |
+217 |
Oct10 |
100428 |
1717.9 |
1720.7 |
1714.9 |
1716.6 |
-7.6 |
95 |
1,084 |
+85 |
Jan11 |
100428 |
1714.0 |
1718.2 |
1714.0 |
1718.2 |
-7.6 |
5 |
247 |
+4 |
Apr11 |
100428 |
1718.2 |
1718.2 |
1718.2 |
1718.2 |
-7.6 |
1 |
1 |
+1 |
Total Volume and Open Interest |
2,757 |
37,344 |
+300 |
Palladium(NYMEX) |
Jun10 |
100428 |
547.50 |
554.85 |
533.75 |
541.90 |
-7.05 |
1,754 |
23,126 |
+385 |
Sep10 |
100428 |
553.40 |
555.50 |
535.50 |
543.00 |
-7.10 |
19 |
1,013 |
+6 |
Dec10 |
100428 |
539.15 |
544.10 |
539.15 |
544.10 |
-7.00 |
4 |
99 |
+3 |
Total Volume and Open Interest |
1,777 |
24,262 |
+394 |
Copper(CMX) |
May10 |
100428 |
336.00 |
338.75 |
332.40 |
336.85 |
+0.50 |
26,304 |
16,492 |
-5,030 |
Jul10 |
100428 |
338.65 |
340.70 |
334.40 |
338.65 |
+0.40 |
14,711 |
93,440 |
+5,102 |
Sep10 |
100428 |
339.55 |
341.65 |
336.70 |
340.25 |
+0.40 |
807 |
15,777 |
-61 |
Dec10 |
100428 |
341.45 |
341.75 |
339.40 |
341.45 |
+0.40 |
557 |
10,975 |
+157 |
Mar11 |
100428 |
342.05 |
342.05 |
342.05 |
342.05 |
+0.50 |
102 |
2,533 |
+96 |
Total Volume and Open Interest |
43,548 |
153,882 |
+437 |
DJIA Index(CBOT) |
Jun10 |
100428 |
10950 |
11030 |
10921 |
11015 |
+60 |
703 |
8,372 |
-657 |
Sep10 |
100428 |
10953 |
10953 |
10893 |
10953 |
+60 |
0 |
13 |
+0 |
Dec10 |
100428 |
10896 |
10896 |
10836 |
10896 |
+60 |
0 |
1 |
+0 |
Mar11 |
100428 |
10841 |
10841 |
10781 |
10841 |
+60 |
|
|
|
Total Volume and Open Interest |
703 |
8,386 |
-657 |
S & P 500(CME) |
Jun10 |
100428 |
1181.30 |
1191.70 |
1176.80 |
1190.10 |
+9.10 |
12,991 |
313,502 |
-843 |
Sep10 |
100428 |
1178.00 |
1185.90 |
1175.90 |
1185.50 |
+9.10 |
1,600 |
6,139 |
+1,910 |
Dec10 |
100428 |
1171.50 |
1181.40 |
1171.40 |
1181.00 |
+9.10 |
0 |
3,421 |
+0 |
Mar11 |
100428 |
1176.90 |
1177.30 |
1167.30 |
1176.90 |
+9.10 |
0 |
377 |
+0 |
Total Volume and Open Interest |
14,591 |
323,464 |
+1,067 |
S & P 500 E-Mini(Globex) |
Jun10 |
100428 |
1181.50 |
1192.00 |
1176.75 |
1190.00 |
+9.00 |
1,624,454 |
2,504,414 |
-604 |
Sep10 |
100428 |
1175.75 |
1187.00 |
1172.50 |
1185.50 |
+9.00 |
1,269 |
20,983 |
-181 |
Total Volume and Open Interest |
1,625,773 |
2,527,510 |
-811 |
NASDAQ 100(CME) |
Jun10 |
100428 |
2008.50 |
2022.30 |
1989.00 |
2006.80 |
-2.00 |
1,401 |
18,458 |
+328 |
Sep10 |
100428 |
2005.00 |
2005.00 |
1992.00 |
2005.00 |
-1.80 |
0 |
160 |
+0 |
Dec10 |
100428 |
2002.50 |
2002.50 |
2002.00 |
2002.50 |
-1.80 |
|
|
|
Total Volume and Open Interest |
1,401 |
18,618 |
+328 |
NASDAQ 100 E-Mini(Globex) |
Jun10 |
100428 |
2008.80 |
2022.80 |
1989.50 |
2006.80 |
-2.00 |
210,352 |
359,992 |
-1,719 |
Sep10 |
100428 |
2006.50 |
2020.00 |
1988.30 |
2005.00 |
-1.80 |
215 |
1,647 |
+54 |
Total Volume and Open Interest |
210,567 |
361,640 |
-1,665 |
S & P Midcap 400(CME) |
Jun10 |
100428 |
829.00 |
830.00 |
822.90 |
827.60 |
+3.00 |
24 |
1,488 |
-9 |
Sep10 |
100428 |
825.60 |
825.60 |
825.60 |
825.60 |
+3.00 |
|
|
|
Dec10 |
100428 |
823.60 |
823.60 |
823.60 |
823.60 |
+3.00 |
|
|
|
Total Volume and Open Interest |
24 |
1,488 |
-10 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun10 |
100428 |
10965 |
11010 |
10895 |
10965 |
+50 |
12,890 |
46,527 |
+389 |
Sep10 |
100428 |
11020 |
11020 |
10970 |
11020 |
+50 |
2 |
1 |
+1 |
Total Volume and Open Interest |
12,892 |
46,528 |
+390 |
Nikkei 225(SGX) |
Jun10 |
100428 |
11170 |
11190 |
10850 |
10935 |
-270 |
113,575 |
185,332 |
+1,384 |
Sep10 |
100428 |
11180 |
11180 |
10935 |
10935 |
-275 |
2 |
356 |
+0 |
Dec10 |
100428 |
10895 |
10895 |
10895 |
10895 |
-275 |
0 |
968 |
+0 |
Total Volume and Open Interest |
113,678 |
187,872 |
+1,264 |
CAC 40(EURONEXT) |
May10 |
100428 |
3750.0 |
3776.5 |
3674.5 |
3713.0 |
-56.5 |
107,424 |
396,771 |
-5,866 |
Jun10 |
100428 |
3713.0 |
3740.5 |
3648.0 |
3681.5 |
-56.5 |
524 |
57,582 |
-406 |
Jul10 |
100428 |
3697.5 |
3697.5 |
3660.5 |
3675.5 |
-57.5 |
|
|
|
Total Volume and Open Interest |
107,948 |
455,752 |
-6,272 |
Hang Seng Index(HKFE) |
Apr10 |
100428 |
20800 |
21038 |
20759 |
20890 |
-368 |
68,745 |
59,798 |
-8,845 |
May10 |
100428 |
20550 |
20792 |
20506 |
20640 |
-371 |
15,399 |
48,107 |
+29,255 |
Jun10 |
100428 |
20566 |
20763 |
20566 |
20631 |
-354 |
472 |
4,387 |
+28 |
Total Volume and Open Interest |
84,656 |
113,299 |
+20,440 |
DAX(EUREX) |
Jun10 |
100428 |
6149.0 |
6169.0 |
6032.5 |
6090.0 |
-94.0 |
139,910 |
162,611 |
+939 |
Sep10 |
100428 |
6154.5 |
6174.0 |
6046.5 |
6096.0 |
-93.5 |
293 |
9,842 |
+139 |
Dec10 |
100428 |
6150.0 |
6175.5 |
6060.0 |
6105.0 |
-93.0 |
211 |
861 |
+32 |
Total Volume and Open Interest |
140,414 |
173,314 |
+1,110 |
FT-SE 100(EURONEXT) |
Jun10 |
100428 |
5543.00 |
5602.50 |
5494.50 |
5546.00 |
-46.00 |
86,944 |
685,892 |
+4,611 |
Sep10 |
100428 |
5505.00 |
5505.00 |
5505.00 |
5505.00 |
-46.00 |
2 |
822 |
+0 |
Dec10 |
100428 |
5486.50 |
5519.00 |
5432.00 |
5478.00 |
-46.00 |
10 |
2,961 |
+0 |
Total Volume and Open Interest |
86,956 |
689,675 |
+4,611 |
SPI 200(SFE) |
Jun10 |
100428 |
4884.0 |
4886.0 |
4778.0 |
4826.0 |
-58.0 |
30,962 |
202,001 |
+2,783 |
Sep10 |
100428 |
4863.0 |
4863.0 |
4781.0 |
4811.0 |
-62.0 |
0 |
2,286 |
+0 |
Dec10 |
100428 |
4837.0 |
4837.0 |
4837.0 |
4837.0 |
-57.0 |
0 |
2,263 |
+0 |
Total Volume and Open Interest |
31,043 |
207,263 |
+2,852 |
GSCI(CME) |
May10 |
100428 |
537.00 |
540.50 |
534.00 |
540.50 |
+5.50 |
369 |
19,687 |
+5 |
Jun10 |
100428 |
548.00 |
548.00 |
542.00 |
548.00 |
+5.00 |
0 |
5 |
-1 |
Jul10 |
100428 |
554.00 |
554.00 |
548.00 |
554.00 |
+4.00 |
|
|
|
Total Volume and Open Interest |
369 |
19,692 |
+4 |
Reuters CCI(ICE) |
Jun10 |
100428 |
275.10 |
275.10 |
275.10 |
275.10 |
+1.50 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|